# Financial Engineering Laboratory

## Analyzing stochastic phenomena with mathematics

Affiliation | Mathematical Sciences |

Faculty Name | NAKATSU, Tomonori |

Academic Society | The Japan Society for Industrial and Applied Mathematics The Mathematical Society of Japan |

Keyword | Stochastic analysis, Mathematical finance |

### Study Fields

- Mathematics
- Applied mathematics

### For Society

The stochastic theory is an indispensable mathematical tool for financial institutions to evaluate channels of investment to make sound investment decisions. We aim to contribute to society by understanding and solving problems in the financial sector from an academic perspective.### Research Themes

- Research on stochastic analyses and financial engineering
- Research on probability density functions and greeks